I've been trying to astral project by focusing on my own energy and then moving it. However, all I end up with is an intense burning sensation in my chest. Oh and a feeling of failure. What is it that I'm doing wrong?

Perhaps start with a little practice. Try this exercise. As you meditate, feel your consciousness. For most people, it is located in the head, now try to move it through your body. Move it into your nose and your fingers and toes. What does the world feel like when your thoughts are located in your toes. Once you have the full ability to move through out your own body, moving without your body is just the next step up.